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Projects

Julia in Multi-Agent Systems (MSc Thesis)

Zero-Intelligence trader simulations implemented in Julia with George Mason University researchers, benchmarked against C / C++ / Java / Python.

role
Author — MSc thesis
period
2024
JuliaJavaPython

Problem

Whether Julia is a viable language for multi-agent simulation — fast enough for the numerical core, simple enough to be worth it.

What was built

  • Zero-Intelligence trader simulations in Julia, in collaboration with George Mason University researchers.
  • Unified implementations in C, C++, Java, and Julia for a fair performance comparison.

Outcome

  • Julia ~1.2× slower than C and comparable to C++, while winning on code simplicity.
  • Across the language comparison: Python ~10× slower than Java; Java 2–4× slower than Julia.